ENH: implicit args for Black-Scholes modules #516
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ghost
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Mar 1, 2022
Co-authored-by: simaki <shota.imaki.0801@gmail.com>
Codecov Report
@@ Coverage Diff @@
## main #516 +/- ##
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- Coverage 99.51% 99.48% -0.03%
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Files 50 50
Lines 1871 1960 +89
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+ Hits 1862 1950 +88
- Misses 9 10 +1
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masanorihirano
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@simaki I have finished this implementation. |
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* ENH: Add `pfhedge.__version__` support (#514) * ENH: Add Black-Scholes formulas as functional (#489) (#506) * ENH: Add `end_index` to forward start payoff functional (#518) * ENH: Add `clauses`, `named_clauses` to derivative (#520) * ENH: implicit args for Black-Scholes modules (#516) * ENH: Add bilinear interpolation function `bilerp` (close #523) (#527) * ENH: Add `.float16()`, `.float32(), `.float64()` to Instrument (#524) * BUG: Stop assigning arbitrary strike to autogreek.delta (#517) * DOC: Update functional documentations (#508) * DOC: Add note on discrete/continuous monitoring (#513) * DOC: Add note on adding clause (#515) * DOC: Elaborate documentation on payoff (#519) * MAINT: Refactor BlackScholes module using factory (close #509) (#510) * MAINT: Miscellaneous refactoring (#507) (#521) (#525) * CHORE: Run Publish action on release (#504) * Bumping version from 0.17.0 to 0.18.0 (#532) Co-authored-by: Masanori HIRANO <masanorihirano@users.noreply.github.com> Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
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